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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
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Volatilität
Prognoseverfahren
Estimation
584
Schätzung
584
Volatility
172
Oil price
165
Ölpreis
165
Welt
125
World
125
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118
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Ma, Feng
8
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Energy economics
Journal of banking & finance
Finance research letters
174
Applied economics
119
Economic modelling
108
International review of economics & finance : IREF
108
International review of financial analysis
106
International journal of forecasting
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
102
Discussion paper / Centre for Economic Policy Research
86
Journal of empirical finance
77
Research in international business and finance
72
Economics letters
67
Journal of international financial markets, institutions & money
63
Journal of international money and finance
57
Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Journal of financial economics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Working paper / National Bureau of Economic Research, Inc.
44
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42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of forecasting
41
Quantitative finance
39
The European journal of finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of economic dynamics & control
35
Journal of financial markets
34
International journal of finance & economics : IJFE
32
Journal of financial econometrics
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Emerging markets, finance and trade : EMFT
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Review of quantitative finance and accounting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of macroeconomics
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Econometric reviews
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ECONIS (ZBW)
228
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1
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
2
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
3
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
4
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
5
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
6
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
9
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
10
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
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